Intersecting Three Cylinders
Of course one solution would be to model it another way, but it is worth noting that Boolean algorithms do not work well with matching geometry - if faces, edges or vertices are very close to each other or if the edges intersect. In those cases slightly moving one object or another in a way that would not change the result sometimes helps, sometimes trying another Boolean algorithm also solves the issues. this happens in all versions of Blender and in most other 3d software as well.